+15,611.9%
STRL vs IEF
+129.0%
+15,482.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.1% | +15.0% | +14.9% |
| 7D | -13.3% | +0.3% | -13.7% | -12.9% |
| 30D | -43.3% | +2.7% | -46.0% | -41.8% |
| 3M | -46.9% | -0.8% | -46.1% | -47.0% |
| 6M | -65.6% | -1.7% | -63.9% | -66.0% |
| YTD | -5.1% | -1.6% | -3.4% | -6.4% |
| 1Y | -23.1% | -1.6% | -21.5% | -24.2% |
| 3Y | +346.8% | +12.4% | +334.5% | +398.7% |
| 5Y | +907.2% | -7.6% | +914.8% | +800.2% |
| 10Y | +3,988.2% | +7.6% | +3,980.6% | +4,301.8% |
| All | +15,611.9% | +129.0% | +15,482.9% | +25,886.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling